Pub Date : 2023-05-04DOI: 10.1007/s10959-023-01242-z
Safa Bridaa, W. Jedidi, Hristo S. Sendov
{"title":"Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function","authors":"Safa Bridaa, W. Jedidi, Hristo S. Sendov","doi":"10.1007/s10959-023-01242-z","DOIUrl":"https://doi.org/10.1007/s10959-023-01242-z","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44704889","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-15DOI: 10.1007/s10959-023-01238-9
R. Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah
{"title":"Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind","authors":"R. Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah","doi":"10.1007/s10959-023-01238-9","DOIUrl":"https://doi.org/10.1007/s10959-023-01238-9","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-17"},"PeriodicalIF":0.8,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48066022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-03DOI: 10.1007/s10959-022-01232-7
M. Bouali, J. Faraut
{"title":"Sylvester Index of Random Hermitian Matrices","authors":"M. Bouali, J. Faraut","doi":"10.1007/s10959-022-01232-7","DOIUrl":"https://doi.org/10.1007/s10959-022-01232-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-46"},"PeriodicalIF":0.8,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42021668","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-06DOI: 10.1007/s10959-022-01228-3
Ruinan Li, Ran Wang, Beibei Zhang
We study the Freidlin–Wentzell large deviation principle for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise: $$begin{aligned} frac{partial u^{{varepsilon }}(t,x)}{partial t}=frac{partial ^2 u^{{varepsilon }}(t,x)}{partial x^2}+sqrt{{varepsilon }}sigma (t, x, u^{{varepsilon }}(t,x))dot{W}(t,x),quad t> 0,, xin mathbb {R}, end{aligned}$$ where $$dot{W}$$ is white in time and fractional in space with Hurst parameter $$Hin left( frac{1}{4},frac{1}{2}right) $$ . Recently, Hu and Wang (Ann Inst Henri Poincaré Probab Stat 58(1):379–423, 2022) have studied the well-posedness of this equation without the technical condition of $$sigma (0)=0$$ which was previously assumed in Hu et al. (Ann Probab 45(6):4561–4616, 2017). We adopt a new sufficient condition proposed by Matoussi et al. (Appl Math Optim 83(2):849–879, 2021) for the weak convergence criterion of the large deviation principle.
{"title":"A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise","authors":"Ruinan Li, Ran Wang, Beibei Zhang","doi":"10.1007/s10959-022-01228-3","DOIUrl":"https://doi.org/10.1007/s10959-022-01228-3","url":null,"abstract":"We study the Freidlin–Wentzell large deviation principle for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise: $$begin{aligned} frac{partial u^{{varepsilon }}(t,x)}{partial t}=frac{partial ^2 u^{{varepsilon }}(t,x)}{partial x^2}+sqrt{{varepsilon }}sigma (t, x, u^{{varepsilon }}(t,x))dot{W}(t,x),quad t> 0,, xin mathbb {R}, end{aligned}$$ where $$dot{W}$$ is white in time and fractional in space with Hurst parameter $$Hin left( frac{1}{4},frac{1}{2}right) $$ . Recently, Hu and Wang (Ann Inst Henri Poincaré Probab Stat 58(1):379–423, 2022) have studied the well-posedness of this equation without the technical condition of $$sigma (0)=0$$ which was previously assumed in Hu et al. (Ann Probab 45(6):4561–4616, 2017). We adopt a new sufficient condition proposed by Matoussi et al. (Appl Math Optim 83(2):849–879, 2021) for the weak convergence criterion of the large deviation principle.","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135223164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-23DOI: 10.1007/s10959-022-01226-5
A. Tempelman
{"title":"Ergodic Theorems with Random Weights for Stationary Random Processes and Fields","authors":"A. Tempelman","doi":"10.1007/s10959-022-01226-5","DOIUrl":"https://doi.org/10.1007/s10959-022-01226-5","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1877 - 1901"},"PeriodicalIF":0.8,"publicationDate":"2022-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42087148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-23DOI: 10.1007/s10959-022-01222-9
D. Nualart, Bhargobjyoti Saikia
{"title":"Error distribution of the Euler approximation scheme for stochastic Volterra equations","authors":"D. Nualart, Bhargobjyoti Saikia","doi":"10.1007/s10959-022-01222-9","DOIUrl":"https://doi.org/10.1007/s10959-022-01222-9","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1829 - 1876"},"PeriodicalIF":0.8,"publicationDate":"2022-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45326828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-01DOI: 10.1007/s10959-022-01217-6
Chunsheng Ma
{"title":"Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions","authors":"Chunsheng Ma","doi":"10.1007/s10959-022-01217-6","DOIUrl":"https://doi.org/10.1007/s10959-022-01217-6","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1922 - 1938"},"PeriodicalIF":0.8,"publicationDate":"2022-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48307249","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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